On some maximal inequalities for demisubmartingales and -demisuper martingales.
On Some Properties of the Linear Function Poisson Binomial and Negative Binomial Distributions.
On some sequences derived from the Poisson distribution.
On some shift invariant integral operators, univariate case
In recent papers the authors studied global smoothness preservation by certain univariate and multivariate linear operators over compact domains. Here the domain is ℝ. A very general positive linear integral type operator is introduced through a convolution-like iteration of another general positive linear operator with a scaling type function. For it sufficient conditions are given for shift invariance, preservation of global smoothness, convergence to the unit with rates, shape preserving and...
On standard normal convergence of the multivariate Student -statistic for symmetric random vectors.
On Stochastic Orders
On stochastic properties of past varentropy with applications
To have accuracy in the extracted information is the goal of the reliability theory investigation. In information theory, varentropy has recently been proposed to describe and measure the degree of information dispersion around entropy. Theoretical investigation on varentropy of past life has been initiated, however details on its stochastic properties are yet to be discovered. In this paper, we propose a novel stochastic order and introduce new classes of life distributions based on past varentropy....
On Strassen's theorem on stochastic domination.
On subsets of and -stable processes
On sums of dependent uniformly distributed random variables.
We study and solve several functional equations which yield necessary and sufficient conditions for the sum of two uniformly distributed random variables to be uniformly distributed.
On symmetric stable random variables and matrix transposition
On Talagrand's deviation inequalities for product measures
On Talagrand's deviation inequalities for product measures
We present a new and simple approach to some of the deviation inequalities for product measures deeply investigated by M. Talagrand in the recent years. Our method is based on functional inequalities of Poincaré and logarithmic Sobolev type and iteration of these inequalities. In particular, we establish with theses tools sharp deviation inequalities from the mean on norms of sums of independent random vectors and empirical processes. Concentration for the Hamming distance may also be deduced...
On Tchebycheff's type inequalities.
Three inequalities of Tchebycheff type are presented. Two of them give lower bounds for the probability of intervals not necessarily symmetric around the mean. The third one generalizes the extension of Tchebycheff's inequalities given by Miyamoto (1978). They are based on the inequality of Markov. Attainability of lower bounds is also discussed.
On the Bennett–Hoeffding inequality
The well-known Bennett–Hoeffding bound for sums of independent random variables is refined, by taking into account positive-part third moments, and at that significantly improved by using, instead of the class of all increasing exponential functions, a much larger class of generalized moment functions. The resulting bounds have certain optimality properties. The results can be extended in a standard manner to (the maximal functions of) (super)martingales. The proof of the main result relies on an...
On the boundedness of Bernoulli processes over thin sets.
On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups.
On the Class of ...Semigroups of Probability Distribution Functions.
On the compound α(t)-modified Poisson distribution
In this paper we introduce compound α(t)-modified Poisson distributions. We obtain the compound Delaporte distribution as the special case of the compound α(t)-modified Poisson distribution. The characteristics of α(t)-modified Poisson and some compound distributions with gamma, exponential and Panjer summands are presented.
On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions
Min-stable multivariate exponential (MSMVE) distributions constitute an important family of distributions, among others due to their relation to extreme-value distributions. Being true multivariate exponential models, they also represent a natural choicewhen modeling default times in credit portfolios. Despite being well-studied on an abstract level, the number of known parametric families is small. Furthermore, for most families only implicit stochastic representations are known. The present paper...